Abandoning the Cholesky factorisation Efficient sampling from large Gaussian random vectors Daniel Simpson*, Ian Turner†, Chris Strickland† and Tony Pettitt† *Department of Mathematics, Norwegian University of Scie - Chris Turner - Document - PDFSEARCH.IO

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	Abandoning the Cholesky factorisation Efficient sampling from large Gaussian random vectors Daniel Simpson, Ian Turner†, Chris Strickland† and Tony Pettitt† Department of Mathematics, Norwegian University of Scie Add to Reading List Document Date: 2012-09-20 03:45:47 Open Document File Size: 138,81 KB Share Result on Facebook

Abandoning the Cholesky factorisation Efficient sampling from large Gaussian random vectors Daniel Simpson*, Ian Turner†, Chris Strickland† and Tony Pettitt† *Department of Mathematics, Norwegian University of ScieAdd to Reading List